Re: logistic regression: number of cases per category

Posted by Bruce Weaver on Jan 01, 2011; 5:20pm
URL: http://spssx-discussion.165.s1.nabble.com/logistic-regression-number-of-cases-per-category-tp3316148p3324291.html

Good point, Ryan.  Here's the website for LogXact:

   http://www.cytel.com/Software/LogXact.aspx

I believe the demo is good for 30 days.

R B wrote

I, too, have read these rules of thumb, and I generally adhere to them
when fitting a logistic regression model using maximum likelihood
estimation. However, it is worth noting that there are exact methods
that have been shown to perform well with small sample sizes/rare
events. Having said that, as far as I'm aware, the latest version of
SPSS does not offer a procedure to fit logistic regression using exact
methods.

Ryan

On Thu, Dec 23, 2010 at 7:10 AM, Bruce Weaver <[e-mail]> wrote:
> student09 wrote:
>>
>> Hello everybody,
>>
>> I would be glad for advice concerning the followin problem:
>>
>> The sample size for my logistic regression with four predictor variables
>> appears somewhat small (N= 160) to me. Regarding the dichotomous dependent
>> variable, there are 20 cases for category (a) and 140 cases for category
>> (b). I wonder whether this might induce any problems for the results - is
>> it ok to conduct a logistic regression with just 20 cases in one of the
>> two categories for the dependent variable? Are there any references
>> available regarding adeqaute sample sizes in logistic regression?
>>
>> Many thanks!
>> Jan
>>
>
> Frank Harrell, author of the book "Regression Modeling Strategies",
> advocates a 20:1 rule, meaning 20 events per candidate predictor variable.
> See the section on overfitting here:
>
>   http://biostat.mc.vanderbilt.edu/wiki/Main/ManuscriptChecklist
>
> Personally, I am comfortable relaxing that to 15:1, or even 10:1 at times,
> although 10:1 is really pushing it.  For more on overfitting, see the nice
> article by Mike Babyak, available here:
>
>   http://www.class.uidaho.edu/psy586/Course%20Readings/Babyak_04.pdf
>
> HTH.
>
> -----
> --
> Bruce Weaver
> [e-mail]
> http://sites.google.com/a/lakeheadu.ca/bweaver/
>
> "When all else fails, RTFM."
>
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>
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